是否在喂价脚本算法中对“最高价”与“中值价”进行对比，防止偏离实际或者过于离谱的“最高价"出现？

比如：某个交易所禁止了充提，把价格刷高了。

不认为很有必要，禁止冲提价格只会偏低，而且过于离谱的“最高价”通常只能维持很短时间，也不会伤害谁。

现在看来，公市基金应该更多地通过在市场做多情绪明显时出货来积累弹药，减少抵押来产生弹药的比例。

毕竟对公市基金来说BTS是源源不断流入的，而bitCNY/bitUSD却很宝贵。而抵押又是把双刃剑。

复盘这段时间，应该在1.4左右就开始逐步少量出货。

the way i see it that markets are always on the move. every witness is running pricefeed scripts monitoring the markets. this should be as accurate as possible sand have certain treshold when to update parameters in place. some witnesses run updates at fixed intervals, others whenever price changes by x percent or a combination of both. pricefeeds are always reactive to the market and some witnesses respond faster or frequenter then others  or have different parameters for example in weight of individual exchanges. this leaves to differences in published feeds and that is something which is when dealing with this living organic oracle a good thing I think. because the ultimate pricefeed is taken from the median any anomalities are equalled out, provided enough witnesses are running correct pricefeedscripts.

that said, i will give a look whether my markets-to-monitor portfolio is still accurate.
clockwork suggested about cointiger. i will add that one asap.

currently looking at https://roelandp.nl/bitshareswitnesslog/ i see my feed for CNY diverges 1.7% from the current median: (1.27 vs 1.25) which I think is perfectly within bounds.

on my aforementioned page, pricefeeds with divergence of more than 5% off median are reported in red as well as outdated pricefeeds

update: to chime in on the “markets always moving statement”: now im looking 1 hour later at my feed and see a difference of 0.9% from the median (1.24) in my published feed at 1.25.

note that the page caches results for 15 minutes.

my suggestion give some new idea on price feeding, in order to protect debt positions from being destroyed by targeting attacks or unusual events as mentioned below.

we observed such CEX behavior not once, especially on poloniex when they closing withdraw/deposit and dumping bts
dex community must protect themselves from such behavior

so if we accept the new model, the metrics to judge whether one withess feed price correct enough will be different: say, if your fed price are always obviously (more than 1%) lower than the price of anyone exchange, you should fix it.

reply to several comments:

"the highest one" model surely cannot prevent the debt position from being margin called, earlier or later, what the new model can bring is:

1. it makes more difficult for shorters to do the "targeting selling to make margin calling", I believe this kind operation will disappear if the new model can be applied by most of the witnesses.

2. previously some abnormal low price appear and make some position margin called, which actually should not happen, for example, last year when polo stoped BTS deposit/withdraw, this happened several times. the new model can prevent this events from happening.

the harm of fed price bias to longers(debt position owner) and shorters are asymmetric，when lower bias happen, longers are hurt by margin calling, when higher bias happen, nothing happen to shorters, they can go to the exchange with highest price and sell BTS.

the margin call rule is designed to release risk in time, not to provide chance for shorters to make profit, definitely the rule should be more friendly to longers.

the BTS/bitCNY pair in DEX has the biggest volume of BTS on the earth, and it's easy to do bitCNY/fiat CNY conversion, so it's a reliable price data source, and adopt "the highest one" bring no problem, if the highest price is too high than that in other exchanges, arbitrator will pull it down rapidly.

锚定是一整套机制保证的，包括抵押，爆仓，强清等等，而这一切的发生都要依赖于喂价，所以，说锚定是由喂价保证也不算错。

但现在的问题并不是是否能锚定的问题，熊市中bitCNY稀缺，稀缺就有溢价，这个也不是锚定机制发生了问题，而且bitCNY也并没有贬值，反而有升值。

我主张喂价机制应该对多头更友好，是因为在市场中喂价偏差对空头和多头的影响是不对称的。

喂价偏低了，多头会被随时收割，这种情况在当初P网停止冲提时发生过许多次。而喂价偏高，对空头没什么大影响，大不了去价高的交易所把价格砸下来好了。

设计爆仓机制，是为了让风险及时得到释放，不是为了给空头创造盈利机会的。取交易所价格中最高的来喂价，也并不影响风险的释放，只不过给空头的玩法带来了一些困难而已，难道不该给空头带来更多困难吗？

现在比以前还是有些进步的，至少跌到这个鸟样，因为target CR新功能的原因，CNY盘面上并没有爆仓单压盘，而USD盘面就不行了，那是流动性和深度不够的原因。

BTS要发展，需要更多资金进来，需要更多交易所用bitCNY，需要吸引更多用户，但也需要本身的杠杆机制更有利于做多，需要价格能够上一个新台阶。做多当然不是靠本身的杠杆就行了，当然需要外部资金进来，但如果本身机制对做多不足够有利的话，资金怎么进来，价格上不去，bitCNY就这点供应量，怎么去说服交易所用bitCNY？

我希望改变之后：

价跌时当然也有爆仓，但定点爆破将变得不可行，会消失。而且，抵押者无需担心某个交易所异常低价带来的被收割。

one question, after we guarantee the basic fairness, should the business logic be more friendly to longers or shorters?

definitely longers, I think no need to explain more.

suppose now in poloniex the BTS price is 0.81CNY, in DEX it is 0.84CNY, highest in all the source, which price should be adopted as price?

if we need to be more friendly to longers, obviously 0.84 is the answer, if shorters think this unfair, OK, come to DEX and make the price down by selling.

yes, we need more money to come, eagerly, but at first we have to optimize the top design and the business logic continually, if the logic is always more friendly to shorters,  what new money dare to come?

Interesting - for sure.
Also sure (at least to me) is that price feeds need to grow and be taken more seriously as markets mature. Witnesses need to take their responsibility serious and keep up with market price.

We had quite some discussion also with @alt/@bazozi about what a "fair" price for CNY/USD/BTS actually is and I do not think it is possible to come to a *single* price that reflects the BTS price
properly taking into account all the markets and market sentiments in different countries. That is why markets require arbitrators - yet some markets have an offset even on centralized exchanges.

We need to start discussing whether bitCNY is supposed to be worth 1CNY given that it is a digital representative that can be spend easily around the globe, that comes with a 'benefit' over regular fiat CNY (same for USD etc...)
Additionaly, I refrain from acting *quickly* out of markets behaving unexpected. The movements in the last days, shouldn't be take as arguments to modify the smart coin parameters (feeds).
There is a much bigger picture to bitCNY and that is long-term predictability.

Those that sold their BTS on CEX to buy from margin calls on another exchange (DEX) is *business as usual*. Could have well been caused by arbitrators instead of feed producers.

That said, I am not totally against experimentation - but I would rather see small steps and proper discussion before implementation.
Do we understand all the implications of "raising" the price "artificially"?

yesterday is not the first time that we experience such kind of tragedy,  and I don't think "sell BTS in CEX and then buy from the margin called positions" can be regarded as "usual business". the point is, the margin call is created by the selling activity in CEX, this is exploitation with clear purpose, not usual arbitration.

from the perspective of Bitshares ecosystem, it is needed to update the rule to remove the chance for such kind of exploitation by shorting, otherwise, Bitshares will never grow up or be able to provide amazing smartcoin services.

does the current BTS price, 0.87 CNY reflect the real value of BTS? I don't think so, it is just the result of one exploitation, if the rules can be optimized to fix the flaw, BTS can stand in another level.

in the recent past the CNY feeding from elmato is too low to be reasonable, unvote it temporarily.

BTS need some change on price feeding to protect the ecosystem from being attacked by shorters, suggest witnesses can feed price with the suggestion here as a reference.https://bitsharestalk.org/index.php?topic=26914.msg320692;topicseen#msg320692